Bridged puts you logically on the LAN and could be considered easier, but all broadcast traffic will traverse the tunnel and an ethernet header is added to every packet creating overhead.
Routed functions essentially the same… you can still connect to network shares, ping LAN IP's, ping by name (/w WINS), etc. Also, only traffic destined to the client or the LAN will traverse the tunnel making it more efficient. So... to each their own :)
I've never tried a bridged setup, but I'm betting that OPENVPN tab is the OPT1 interface you renamed to OPENVPN and bridged to your LAN per the instructions from http://hardforum.com/showthread.php?t=1663797.
If you add a pass any any rule to the OPENVPN tab you should be able to pass traffic.